Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51699.05 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48499.99 Kr¶

PnL: ---------------------------------------> -587.58 Kr¶

DD now: ---------------------------------> -0.472 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:37:41.236651'

Anic Portfolio¶

Today¶

Return: 0.116 %¶

This Week¶

Return: 8.778 %¶

Total¶

Return: 69.249 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.800000 808.000000 135.000000 20.060000 673.000000
Nordea Bank Abp 29 1.280000 3576.860000 122.860000 3.560000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.170000 3456.800000 79.800000 2.360000 3377.000000
Swedbank A 3 2.450000 615.900000 51.900000 9.200000 564.000000
Resurs Holding 22 1.330000 619.520000 45.520000 7.930000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.890000 596.640000 39.640000 7.120000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.160000 388.100000 33.100000 9.320000 355.000000
Intrum 4 2.080000 550.600000 23.600000 4.480000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 1.600000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 0.130000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.220000 579.000000 9.000000 1.580000 570.000000
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Samhällsbyggnadsbo. i Norden D 12 2.040000 252.240000 6.240000 2.540000 246.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Fasadgruppen Group 38 -0.550000 4142.000000 1.000000 0.020000 4140.999992
Handelsbanken A 5 0.460000 546.750000 0.750000 0.140000 546.000000
Boozt 12 1.320000 1652.400000 -1.600000 -0.100000 1653.999996
Corem Property Group B 59 2.040000 575.250000 -1.750000 -0.300000 576.999999
Midsona B 63 0.990000 580.860000 -2.140000 -0.370000 582.999984
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 2.110000 510.380000 -23.620000 -4.420000 533.999999
International Petroleum Corp. 5 -0.180000 561.500000 -33.070000 -5.560000 594.565215
Essity B 2 -0.840000 540.800000 -33.200000 -5.780000 574.000000
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 -1.950000 549.940000 -63.060000 -10.290000 612.999432
Beijer Electronics Group 27 -1.440000 2959.200000 -124.800000 -4.050000 3083.999994
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Axfood 15 -4.020000 3871.500000 -428.500000 -9.970000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48499.990000 -587.580000 -0.47229% 49087.564636

Updated:¶

'2023-02-01 10:37:53.972858'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶